为解 决这一问题, 提高粒子滤波中的采样效率, 一些学者提 出: ( 1) 通过选取更好的提议分布( Proposal Distribution, PD) 来减少粒子数目 [ 2, 3] ; ( 2) 通过利用优化算法来将粒 子移向高似然区域 [ 10,...
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Since the important weights are defined as the ratio of the target distribution over the proposal distribution, it must also be updated to reflect this change.
由于权值的定义为目标分布与建议分布的比值,因此权值也需要进行更新。
参考来源 - 定深航行中AUV定位与闭环问题研究In this paper, we construct doubly-truncated ARMA-GRACH-M models first. After giving the posterior distribution and proposal distribution of parameters we develop the iterative processes of the M-H algorithm.
文中首先提出了双截尾的ARMA-GARCH-M模型,在详细的给出了其后验分布及参数的建议分布后,对此模型设计了M-H算法。
参考来源 - 一类双截尾模型的MCMC算法及证券的长记忆性分析·2,447,543篇论文数据，部分数据来源于NoteExpress
Hence, the truncated error of the local linearization is reduced in certain degree and the approachability of proposal distribution is enhanced.
新算法在一定程度上减小了局部线形化的截断误差，提高了建议分布的逼近程度。
In particle filtering, the two key issues for avoiding particles degradation are the choosing of proper proposal distribution and resampling algorithm.
在粒子滤波中，防止粒子退化的两个关键因素是选择适当的采样建议分布和重采样算法。
The traditional particle filter USES system transition probability as the proposal distribution without considering the new observing information; therefore, they cannot give accurate estimation.
传统的粒子滤波通常采用系统转移概率作为建议分布，但传统的建议分布选取方法由于没有考虑新的观测信息，因此不能产生准确的估计值。
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